Statistical Analysis of Affine Projection Using Regressive Estimated Error Algorithm

This paper presents a statistical analysis of the affine projection using regressive estimated error (AP-REE) algorithm. An analytical model is derived for autoregressive input. Under the five assumptions, deterministic recursive equations are derived for the mean weight error and for the mean-square error in the iterated direction. We also analyze the steady-state behavior of the AP-REE algorithm. Simulation results are presented to show good agreement between the algorithm and the theory.